+327.2%
GDX vs SNAP
-77.7%
+405.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -1.9% |
| 7D | +0.7% | -9.8% | +10.5% | +1.2% |
| 30D | -3.8% | -18.2% | +14.5% | -2.7% |
| 3M | -5.4% | -3.1% | -2.4% | -5.4% |
| 6M | -12.7% | -7.1% | -5.6% | -12.7% |
| YTD | -0.7% | -33.8% | +33.2% | +0.7% |
| 1Y | +11.9% | -39.0% | +50.9% | +13.7% |
| 3Y | +223.9% | -52.8% | +276.7% | +227.0% |
| 5Y | +163.2% | -90.0% | +253.2% | +172.8% |
| All | +327.2% | -77.7% | +405.0% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling